+3,645.5%
MRK vs DVN
+1,216.8%
+2,428.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.3% | +4.5% | -8.8% | -4.8% |
| 30D | +8.3% | +12.0% | -3.7% | +6.8% |
| 3M | +20.0% | +13.4% | +6.6% | +18.1% |
| 6M | +25.7% | +12.1% | +13.6% | +23.4% |
| YTD | +38.7% | +38.8% | -0.1% | +32.5% |
| 1Y | +74.7% | +46.0% | +28.7% | +65.6% |
| 3Y | +45.4% | +9.5% | +35.9% | +40.8% |
| 5Y | +129.0% | +125.3% | +3.8% | +96.7% |
| 10Y | +228.0% | +66.6% | +161.4% | +165.2% |
| All | +3,645.5% | +1,216.8% | +2,428.7% | +2,354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling